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This report reviews the applications of decision-related theories (decision theory, utility theory, probability theory, and game theory) in various aspects of multi-agent systems. In recent years, multi-agent systems (MASs) have become a highly active research area as multi-agent systems have a wide range of applications. However, most of real-world environments are very complex and of uncertainty. An agent’s knowledge about the world is rather incomplete and uncertain. The actions of the agent are non-deterministic with a range of possible outcomes. The agent may have many desires that conflict each other. The agent also needs to know about other agents and decide how to interact with others. These aspects may be handled by the application of techniques provided by decision-related theories. In this report, the mechanisms of decision-related theories are introduced especially a series of typical concepts and methodologies. The decision problems existing in multi-agent systems that can be handled by decision-related theories are discussed from different aspects. A variety of applications of decision-related theories in multi-agent systems are presented especially the application of the series of typical concepts and methodologies.